A backward particle interpretation of Feynman-Kac formulae

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals "on-the-fly" as well as their limiting occupation measures with a given precision degree that does not depend on the final time horizon. We provide uniform convergence results with respect to the time horizon parameter as well as functional central limit theorems and exponential concentration estimates. Our results have important consequences for online parameter estimation for non-linear non-Gaussian state-space models. We show how the forward filtering backward smoothing estimates of additive functionals can be computed using a forward only recursion.

Two problems with variational expectation maximisation for time-series models

Variational methods are a key component of the approximate inference and learning toolbox. These methods fill an important middle ground, retaining distributional information about uncertainty in latent variables, unlike maximum a posteriori methods (MAP), and yet generally requiring less computational time than Monte Carlo Markov Chain methods. In particular the variational Expectation Maximisation (vEM) and variational Bayes algorithms, both involving variational optimisation of a free-energy, are widely used in time-series modelling. Here, we investigate the success of vEM in simple probabilistic time-series models. First we consider the inference step of vEM, and show that a consequence of the well-known compactness property of variational inference is a failure to propagate uncertainty in time, thus limiting the usefulness of the retained distributional information. In particular, the uncertainty may appear to be smallest precisely when the approximation is poorest. Second, we consider parameter learning and analytically reveal systematic biases in the parameters found by vEM. Surprisingly, simpler variational approximations (such a mean-field) can lead to less bias than more complicated structured approximations.

Risk-sensitivity and the mean-variance trade-off: decision making in sensorimotor control.

Numerous psychophysical studies suggest that the sensorimotor system chooses actions that optimize the average cost associated with a movement. Recently, however, violations of this hypothesis have been reported in line with economic theories of decision-making that not only consider the mean payoff, but are also sensitive to risk, that is the variability of the payoff. Here, we examine the hypothesis that risk-sensitivity in sensorimotor control arises as a mean-variance trade-off in movement costs. We designed a motor task in which participants could choose between a sure motor action that resulted in a fixed amount of effort and a risky motor action that resulted in a variable amount of effort that could be either lower or higher than the fixed effort. By changing the mean effort of the risky action while experimentally fixing its variance, we determined indifference points at which participants chose equiprobably between the sure, fixed amount of effort option and the risky, variable effort option. Depending on whether participants accepted a variable effort with a mean that was higher, lower or equal to the fixed effort, they could be classified as risk-seeking, risk-averse or risk-neutral. Most subjects were risk-sensitive in our task consistent with a mean-variance trade-off in effort, thereby, underlining the importance of risk-sensitivity in computational models of sensorimotor control.

Hot electron field emission via individually transistor-ballasted carbon nanotube arrays.

We present electronically controlled field emission characteristics of arrays of individually ballasted carbon nanotubes synthesized by plasma-enhanced chemical vapor deposition on silicon-on-insulator substrates. By adjusting the source-drain potential we have demonstrated the ability to controllable limit the emission current density by more than 1 order of magnitude. Dynamic control over both the turn-on electric field and field enhancement factor have been noted. A hot electron model is presented. The ballasted nanotubes are populated with hot electrons due to the highly crystalline Si channel and the high local electric field at the nanotube base. This positively shifts the Fermi level and results in a broad energy distribution about this mean, compared to the narrow spread, lower energy thermalized electron population in standard metallic emitters. The proposed vertically aligned carbon nanotube field-emitting electron source offers a viable platform for X-ray emitters and displays applications that require accurate and highly stable control over the emission characteristics.

Non-reflective boundary conditions for non-uniform mean velocity inlet and outlet flows

The numerical solution of problems in unbounded physical space requires a truncation of the computational domain to a reasonable size. As a result, the conditions on the artificial boundaries are generally unknown. Assumptions like constant pressure or velocities are only valid in the far field and lead to spurious reflections if applied on the boundaries of the truncated domain. A number of attempts have been made over the past decades to design conditions that prevent such reflections. One approach is based on characteristics. The standard analysis assumes a spatially uniform mean flow field but this is often impractical. In the present paper we show how to extend the formulation to the more general case of a non-uniform mean velocity field. A number of test cases are provided and our results compare favourably with other boundary conditions. In principle the present approach can be extended to include non-uniformities in all variables.

Flow field measurements of pulverized coal combustion using optical diagnostic techniques

This paper demonstrates the application of laser Doppler velocimetry (LDV) and particle image velocimetry (PIV) techniques to a particle-laden reacting flow of pulverized coal. A laboratory-scale open-type annular burner is utilized to generate velocity profiles of coal particles and micrometric alumina particles. Pair-wise two-component LDV measurements and high-speed stereo PIV measurements provide three-dimensional velocity components of the flow field. A detailed comparison of velocities for alumina and coal particle seeding revealed differences attributed to the wide size distribution of coal particles. In addition, the non-spherical shape and high flame luminosity associated with coal particle combustion introduces noise to the Mie scatter images. The comparison of mean and RMS velocities measured by LDV and PIV techniques showed that PIV measurements are affected by the wide size distribution of coal particles, whereas LDV measurements become biased toward the velocity of small particles, as signals from large particles are rejected. This small-particle bias is also reflected in the spectral characteristics for both techniques, which are in good agreement within the range of frequencies accessible. PIV measurements showed an expected lack of response of large coal particles to the turbulence fluctuations. The overall good agreement between LDV and PIV measurements demonstrates the applicability of the high-speed PIV technique to a particle-laden, high luminosity coal flame while highlighting some of its limitations. © 2013 Springer-Verlag Berlin Heidelberg.

The acoustic analogy in an annular duct with swirling mean flow

This paper is concerned with modelling the effects of swirling flow on turbomachinery noise. We develop an acoustic analogy to predict sound generation in a swirling and sheared base flow in an annular duct, including the presence of moving solid surfaces to account for blade rows. In so doing we have extended a number of classical earlier results, including Ffowcs Williams & Hawkings' equation in a medium at rest with moving surfaces, and Lilley's equation for a sheared but non-swirling jet. By rearranging the Navier-Stokes equations we find a single equation, in the form of a sixth-order differential operator acting on the fluctuating pressure field on the left-hand side and a series of volume and surface source terms on the right-hand side; the form of these source terms depends strongly on the presence of swirl and radial shear. The integral form of this equation is then derived, using the Green's function tailored to the base flow in the (rigid) duct. As is often the case in duct acoustics, it is then convenient to move into temporal, axial and azimuthal Fourier space, where the Green's function is computed numerically. This formulation can then be applied to a number of turbomachinery noise sources. For definiteness here we consider the noise produced downstream when a steady distortion flow is incident on the fan from upstream, and compare our results with those obtained using a simplistic but commonly used Doppler correction method. We show that in all but the simplest case the full inclusion of swirl within an acoustic analogy, as described in this paper, is required. © 2013 Cambridge University Press.

Tunable Rashba effect in two-dimensional LaOBiS2 films: Ultrathin candidates for spin field effect transistors

Rashba spin splitting is a two-dimensional (2D) relativistic effect closely related to spintronics. However, so far there is no pristine 2D material to exhibit enough Rashba splitting for the fabrication of ultrathin spintronic devices, such as spin field effect transistors (SFET). On the basis of first-principles calculations, we predict that the stable 2D LaOBiS2 with only 1 nm of thickness can produce remarkable Rashba spin splitting with a magnitude of 100 meV. Because the medium La2O2 layer produces a strong polar field and acts as a blocking barrier, two counter-helical Rashba spin polarizations are localized at different BiS 2 layers. The Rashba parameter can be effectively tuned by the intrinsic strain, while the bandgap and the helical direction of spin states sensitively depends on the external electric field. We propose an advanced Datta-Das SFET model that consists of dual gates and 2D LaOBiS2 channels by selecting different Rashba states to achieve the on-off switch via electric fields. © 2013 American Chemical Society.